Mathematical Methods in Physics (Part I)1

Dr Cristina Zambon
12 November 2021

1
Despite the effort to eliminate all typographic errors, some of them could still be present. Hence be
careful. Note that this summary is intended as a guideline for the materials covered in lectures and it is
not supposed to replace the textbook.
2

Introduction

Before engaging with the lectures, ensure that you are familiar with the mathe-
matical concepts that follows. This material will not be covered in any details during
lectures.

Vector Algebra (Chapter 7 in Riley)

Consider the three dimensional space with basis {i, j, k} (Standard basis).

ˆ Scalar (or dot) product:

a · b = |a||b| cos θ = a1 b1 + a2 b2 + a3 b3 .

where θ is the angle between the vectors a and b.

i) |a|2 = a · a.
ii) a · b = b · a.
iii) a · (b + c) = a · b + a · c, a · (β b) = β a · b, where β is a scalar.
iv) If the scalar product of two vectors is zero, then the vectors are perpendicular.

ˆ Vector (or cross) product:

a × b = (a2 b3 − a3 b2 ) i + (a3 b1 − a1 b3 ) j + (a1 b2 − a2 b1 ) k,

with |a × b| = |a||b| sin θ,

where θ is the angle between the vectors a and b.

i) |a × b| is the area of the parallelogram with sides a and b.

ii) a × b = −b × a.
iii) a × (b + c) = a × b + a × c, a × (β b) = β a × b.
iv) If the vector product of two vectors is zero, then the vectors are parallel or
antiparallel.

ˆ Scalar triple product:

 
 a1 a2 a3 
 
[a, b, c] = a · (b × c) =  b1 b2 b3  .
 c1 c2 c3 
 3

i) |a · (b × c)| is the volume of the parallelepiped with sides a, b and c.

ii) [α a + β b, c, d] = α [a, c, d] + β [b, c, d].
iii) [a, b, c] = [b, c, a] = [c, a, b] = −[a, c, b] = −[c, b, a] = −[b, a, c]
iv) If the scalar triple product of three vectors is zero, then the vectors are coplanar.

ˆ Vector triple product:

a × (b × c) = (a · c)b − (a · b)c.

i) The vector triple product is not associative i.e. (a × b) × c ̸= a × (b × c).

ii) (a × b) × c = (a · c)b − (b · c)a.

Matrices (Chapter 8 in Riley)

ˆ Matrix operations:

i) Matrix addition: (A + B)ij = Aij + Bij .

ii) Multiplication by a scalar: (αA)ij = αAij .
iii) Multiplication of matrices: (AB)ij = Aik Bkj , with AB ̸= BA.
iv) Transposition: (AT )ij = Aji , with (ABC . . . F )T = F T . . . C T B T AT .
v) Complex conjugation: (A∗ )ij = (Aij )∗ .
vi) Hermitian conjugation (adjoint): (A† )ij = (Aji )∗ , with
(ABC . . . F )† = F † . . . C † B † A† .

ˆ The determinant of a square matrix:

|A| = Ajk Cjk , for any row j, |A| = Akj Ckj , for any column j,

where Cmn = (−1)m+n |Amn | is the cofactor associated to the matrix element Amn .
In turn, |Amn | is the minor associated to the matrix element Amn . The minor is the
determinant of the matrix obtained by removing the m-th row and n-th column from
the matrix A.
Properties:

i) |AB . . . F | = |A||B| . . . |F |.
ii) |AT | = |A|, |A∗ | = |A|∗ , |A† | = |A|∗ , |A−1 | = |A|−1 .
iii) If the rows (or the columns) are linearly dependent, then |A| = 0.
iv) If B is obtained from A by multiplying the elements of any row (or column) by
a factor α, then |B| = α |A.
v) If B is obtained from A by interchanging two rows (or columns), then |B| =
−|A|.
4

vi) If B is obtained from A by adding k times one row (or column) to the other
row (or column), then |A| = |B|.

ˆ Elementary row operations (on matrices):

i) Multiply any row by a non zero constant.

ii) Interchange any two rows.
iii) Add some multiple of one row to any other row.

ˆ The inverse of a square matrix:

CT Cji
A−1 = , that is A−1
ij = , A−1 A = AA−1 = I,
|A| |A|

where C is the cofactor matrix and I the identity matrix (Iij = δij ). If |A| = 0 the
inverse does not exist and the matrix A is said to be singular.

Note that in order to find the inverse of a matrix, you can also use the Gauss-Jordan
method shown in the lectures, which makes use of the elementary row operations.
Properties:

i) (AB . . . F )−1 = F −1 . . . B −1 A−1 .

ii) (AT )−1 = (A−1 )T , (A† )−1 = (A−1 )† .
Contents

1 Vector Algebra in R3 6

2 Vector Spaces 11

3 Matrices 16

4 The eigenvalue problem 20

5 Fourier Series 27

6 Integral Transforms 35
6.1 Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
6.2 Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

7 The Dirac delta function 46

8 Vector Calculus 50
8.1 The del operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
8.2 Curves and surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

9 Integrals 56
9.1 Line integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
9.2 Surface integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
9.3 Volume integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
9.4 Theorems on integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

10 Change of variables: orthogonal curvilinear coordinates 69

5
Chapter 1

Vector Algebra in R3

ˆ Orthonormal vectors: The vectors a1 , a2 , · · · , an are said to be orthonormal if

they are unit vectors mutually orthogonal. A good example of a set or orthonormal
vectors is the standard basis in R3 i.e. i, j, k.

ˆ Summation convention: An index that appears twice in a given term is understood

to be summed over all values that the index can take. In the case of the space R3 , the
indices can take the values ,1,2,3. The summed over indices are called called dummy
indices and the other free indices.

Example 1 Expand the following expressions

3
P
(i) aij bjk ≡ aij bjk = ai1 b1k + ai2 b2k + ai3 b3k .
j

3 P
P 3 3
P
(ii) aij bjk ck ≡ aij bjk ck = (aij bj1 c1 + aij bj2 c2 + aij bj3 c3 )
j k j

= (ai1 b11 c1 + ai1 b12 c2 + ai1 b13 c3 ) + (ai2 b21 c1 + ai2 b22 c2 + ai2 b23 c3 )
+ (ai3 b31 c1 + ai3 b32 c2 + ai3 b33 c3 ).

Let us introduce two mathematical objects that can be used in the context of the summa-
tion convention:
ˆ Kronecker delta: 
1 if i = j,
δij = i, j = 1, 2, 3
0 if i ̸= j.
Note that this object is symmetric.

6
 7

Example 2 Use the index notation to rewrite the following expressions

(i) bi δij = b1 δ1j + b2 δ2j + b3 δ3j = bj .

(ii) δjj = δ11 + δ22 + δ33 = 3.

(iii) a · b = ai bi = δij ai bj .

ˆ Levi-Civita symbol:

 1 if (i, j, k) = (1, 2, 3) = (2, 3, 1) = (3, 1, 2),
ϵijk = −1 if (i, j, k) = (1, 3, 2) = (3, 2, 1) = (2, 1, 3),
0 otherwise.


i) The Levi-Civita symbol is totally antisymmetric.

ii) ϵijk ϵnlm = δin δjl δkm + δil δjm δkn + δim δjn δkl − δil δjn δkm − δin δjm δkl − δim δjl δkn .

Example 3 Use the index notation to rewrite the following expressions

(i) (a × b)i = ϵijk aj bk . For instance:

(a × b)1 = ϵ1jk aj bk = ϵ123 a2 b3 + ϵ132 a3 b2 = a2 b3 − a3 b2 .

(ii) (b × a)i = ϵijk bj ak = ϵijk ak bj = −ϵikj ak bj = −(a × b)i .

(iii) [a, b, c] = a · (b × c) = ai (b × c)i = ai ϵijk bj ck = ϵijk ai bj ck

= a 1 b2 c3 + a2 b3 c1 + a3 b1 c2 − a1 b3 c2 − a3 b2 c1 − a2 b1 c3
 a1 a2 a3 
 
=  b1 b2 b3  .
 c1 c2 c3 

(iv) ϵijk ϵilm = 3δjl δkm + δil δjm δki + δim δji δkl − δil δji δkm − 3δjm δkl − δim δjl δki
= δjl δkm − δjm δkl .

ˆ Scalar (or dot) product:

a · b = |a||b| cos θ = a1 b1 + a2 b2 + a3 b3 = ai bi .

where θ is the angle between the vectors a and b.

i) |a|2 = a · a.
8 CHAPTER 1. VECTOR ALGEBRA IN R3

ii) a · b = b · a.
iii) a · (b + c) = a · b + a · c, a · (β b) = β a · b, where β is a scalar.

ˆ Orthogonal projection of b onto the direction of a (b∥ ):

a (a · b) a
b = b∥ + b⊥ , b∥ = (|b| cos θ) = .
|a| |a| |a|

Figure 1.1: Orthogonal projection

ˆ Vector (or cross) product:

a × b = (a2 b3 − a3 b2 ) i + (a3 b1 − a1 b3 ) j + (a1 b2 − a2 b1 ) k, |a × b| = |a||b| sin θ,

(a × b)i = ϵijk aj bk .

where θ is the angle between the vectors a and b.

i) |a × b| is the area of the parallelogram with sides a and b.

ii) a × b = −b × a.
iii) a × (b + c) = a × b + a × c, a × (β b) = β a × b.

ˆ Scalar triple product:

 
 a1 a2 a3 
 
[a, b, c] = a · (b × c) =  b1 b2 b3  = ϵijk ai bj ck .
 c1 c2 c3 

i) |a · (b × c)| is the volume of the parallelepiped with sides a, b and c.

ii) [α a + β b, c, d] = α [a, c, d] + β [b, c, d].
iii) [a, b, c] = [b, c, a] = [c, a, b] = −[a, c, b] = −[c, b, a] = −[b, a, c]
 9

ˆ Vector triple product:

a × (b × c).

i) The vector triple product is not associative i.e. (a × b) × c ̸= a × (b × c).

ii) a × (b × c) = b(a · c) − c(a · b), (b a c − c a b rule.)

ˆ Equation of a line.
Given a point A with position vector a located on a line having a direction b̂, a
generic point R on the same line with position vector r is given by
 
x
r = a + λb̂, r =  y  ,
z

where λ is a scalar. Note that the same equation can be also written as follows

(r − a) × b̂ = 0.

Figure 1.2: Line passing through the point A and having a direction b̂.
10 CHAPTER 1. VECTOR ALGEBRA IN R3

ˆ Equation of a plane.

i) A point R on a plane perpendicular to the unit vector n̂ and passing through

the point A is
(r − a) · n̂ = 0,
where a and r are the position vectors of A and R, respectively.

Figure 1.3: Plane perpendicular to the unit vector n̂ and passing through the point A.

ii) A point R on a plane passing through the points A, B and C is

r = a + λ(b − a) + µ(c − a),

where a, b, c and r are the position vectors of A, B, C and R, respectively.

Figure 1.4: Plane passing through the points A, B and C.

Chapter 2

Vector Spaces

Linear vector space. A set of objects called vectors forms a vector space V if there
are two operations defined on the elements of the set called addition and multiplication by
scalars, which obey the following simple rules (the axioms of the vector space):

i) If u and v are in V then u + v (addition) is in V. If v is in V then αv (scalar

multiplication) is in V.

We say that the vector space V is closed with respect to addition and scalar multipli-
cation.

ii) (u + v) + w = u + (v + w), (α β)v = α(β v).

iii) There exists a neutral element 0 such that v + 0 = v for all v.

iv) There exists an inverse element −v such that v + (−v) = 0 for all v.

v) u + v = v + u.

vi) α(u + v) = α u + α v, (α + β)v = α v + β v.

vii) 1 v = v for all v,

where u, v, w are vectors and α, β are scalars. If the scalars α are real V is called a real
vector space, otherwise V is called a complex vector space.

11
12 CHAPTER 2. VECTOR SPACES

Example 1 Indicate which if the following set form a vector space

(i) R3 . Yes.

(ii) Rn . Yes (Euclidean vector spaces.)

(iii) Cn . Yes (Examples of complex vector spaces.)

(iv) The set of real functions f (x) with no restriction on the values of x and with
the usual addition and scalar multiplication. Yes.

(v) The set of matrices of size (n × m) with real entries and with the usual addition
and scalar multiplication. Yes.

(vi) The set of 2-dimensional vectors with real entries and the usual addition but
the following definition of scalar multiplication
   
x αx
α = ,
y 0

where α is a scalar. No.

(vii) The set of solutions of the following second order, linear, homogeneous differ-
ential equation
d2 f df
p(x) 2 + q(x) + r(x) f = 0,
dx dx
where p, q, r are given functions. Yes.
 
x
(viii) The set of vector u =  y  in the 3-dimensional space for which
z

2x − 3y + 11z + 2 = 0.

No.

ˆ Linear combinations:

α1 v1 + α2 v2 + · · · αk vk = αi vi ,

where v1 , v2 , · · · vk , are k vectors in V.

The set of all linear combinations of v1 , v2 , · · · vk , is called a span of v1 , v2 , · · · vk ,
and denoted Span(v1 , v2 , · · · vk ).
 13

Example 2 Answer the following questions

(i) What is a span of a single vector in R3 ? It is the set of all scalar multiples
of this vector. It is a line in the direction of the vector.

(ii) What is a span of two non collinear vectors in R3 ? It is a plane through

zero containing these two vectors.

ˆ Linearly independent vectors: k vectors v1 , v2 , · · · , vk are said to be linearly

independent if the equation

α1 v1 + α2 v2 + · · · + αk vk = 0

is satisfied if and only if all αi = 0. Otherwise, the vectors are said to be linearly
dependent. That is, they are linearly dependent if the expression

α1 v1 + α2 v2 + · · · + αk vk = 0

with at least one αi ̸= 0. In other words, the vectors v1 , v2 , · · · , vk are linearly

dependent if and only if one vector vi can be written as a linear combination of the
others.

Example 3 Indicate whether the following sets of vectors are linearly dependent
or independent.

(i)      
0 0 1
v1 =  1  , v2 =  1  , v3 =  1  .
1 2 −1
 
α3
By definition: α1 v1 + α2 v2 + α3 v3 =  α+ α2 + α3  = 0,
α1 + 2α2 − α3
This implies, α1 = α2 = α3 = 0. Hence the vectors are linearly indepen-
dent.
14 CHAPTER 2. VECTOR SPACES

(ii)      
−2 1 0
v1 =  0  , v2 =  1  , v3 =  2  .
1 1 3
We can see that v3 = v1 + 2v2 . Hence the vectors are linearly depen-
dent.

(iiii)
{1 + x + x2 , 1 − x + 3x2 , 1 + 3x − x2 }.
By definition: α1 (1 + x + x2 ) + α2 (1 − x + 3x2 ) + α3 (1 + 3x − x2 ) =
x2 (α1 + 3α2 − α3 ) + x(α1 − α2 + 3α3 ) + (α1 + α2 + α3 ) = 0.
It follows that α1 = −2α2 , α2 = α3 . Hence the ‘vectors’ are linearly
dependents.

ˆ Basis: A basis is a minimal set of vectors that span a vector space. In other words,
a set of vectors v1 , v2 , · · · vk , in V is called a basis of V if and only if v1 , v2 , · · · vk ,
are linearly independent and V = Span(v1 , v2 , · · · vk ). Then

i) The numbers of vector in a basis is called the dimension of the space V (dim
V ).
ii) If the set {v1 , v2 , · · · , vk } is a basis of the vector space V , then any vector v
in V can be written as a unique linear combination of the basis vectors and
the coefficients of the unique linear combination are called the components of v
with respect to that basis.

Example 4 Write down a basis for the following vector spaces

(i) R3 .
Basis: the set of vectors in Example 3 (i). Dim 3.

(ii) The set of (2 × 3) matrices with real entries.

Basis:
     
1 0 0 0 1 0 0 0 0
E11 = , E12 = , ··· , E23 = .
0 0 0 0 0 0 0 0 1

Dim 6.
 15

(iii) The set of polynomials of degree two or less with real coefficients.
Basis: {1, x, x2 }. Dim 3.

ˆ Inner (or scalar) product: Consider a vector space V . The inner product between
two elements of V is a scalar function denoted ⟨u|v⟩ that satisfies the following
properties

i) ⟨u|v⟩ = ⟨v|u⟩∗ .
ii) ⟨u|(λv + µw)⟩ = λ⟨u|v⟩ + µ⟨u|w⟩, λ, µ scalars.
iii) ⟨u|u⟩ > 0 if u ̸= 0.
p
The length of a vector (norm) is |u| = ⟨u|u⟩.
two vectors are orthogonal if ⟨u|w⟩ = 0.

Example 5 Check the properties for the following scalar products

(i) In R3 :
⟨u|v⟩ = uT · v.
   
u1 v1
Take u =  u2  , v =  v2  .
u3 v3
For the first property: ⟨u|v⟩ = uT · v = (u1 v1 + u2 v2 + u3 v3 ) = vT · u =
(vT · u)∗ = ⟨v|u⟩∗ . Similar procedure for the other properties.

(ii) In C3 :
⟨u|v⟩ = u† · v.
   
u1 v1
Take u =  u2  , v =  v2  .
u3 v3
For the first property: ⟨u|v⟩ = u† ·v = (u∗1 v1 +u∗2 v2 +u∗3 v3 ) = (u1 v1∗ +u2 v2∗ +
u3 v3∗ )∗ = (v† · u)∗ = ⟨v|u⟩∗ . Similar procedure for the other properties.
Chapter 3

Matrices

From now on in the course, we will be in R3 /C3

ˆ Linear operators: An object A is called a linear operator if its action on vectors u

and v is as follows
A (αu + βv) = αA u + βA v,
where α and β are scalars. Matrices are examples of operators.

ˆ Matrix operations:

i) Matrix addition: (A + B)ij = Aij + Bij .

ii) Multiplication by a scalar: (αA)ij = αAij .
iii) Multiplication of matrices: (AB)ij = Aik Bkj , with AB ̸= BA.
iv) Transposition: (AT )ij = Aji , with (ABC . . . F )T = F T . . . C T B T AT .
v) Complex conjugation: (A∗ )ij = (Aij )∗ .
vi) Hermitian conjugation (adjoint): (A† )ij = (Aji )∗ , with
(ABC . . . F )† = F † . . . C † B † A† .

ˆ The determinant of a square matrix:

|A| = Ajk Cjk , for any row j, |A| = Akj Ckj , for any column j,

where Cmn = (−1)m+n |Amn | is the cofactor associated to the matrix element Amn .
In turn, |Amn | is the minor associated to the matrix element Amn . The minor is the
determinant of the matrix obtained by removing the m-th row and n-th column from
the matrix A.
Properties:

i) |AB . . . F | = |A||B| . . . |F |.

16
 17

ii) |AT | = |A|, |A∗ | = |A|∗ , |A† | = |A|∗ , |A−1 | = |A|−1 .

iii) If the rows (or the columns) are linearly dependent, then |A| = 0.
iv) If B is obtained from A by multiplying the elements of any row (or column) by
a factor α, then |B| = α |A|.
v) If B is obtained from A by interchanging two rows (or columns), then |B| =
−|A|.
vi) If B is obtained from A by adding k times one row (or column) to the other
row (or column), then |A| = |B|.

ˆ Elementary row operations (on matrices):

i) Multiply any row by a non zero constant.

ii) Interchange any two rows.
iii) Add some multiple of one row to any other row.

ˆ The inverse of a square matrix:

CT Cji
A−1 = , that is A−1
ij = , A−1 A = AA−1 = I,
|A| |A|

where C is the cofactor matrix and I the identity matrix (Iij = δij ). If |A| = 0 the
inverse does not exist and the matrix A is said to be singular.

Note that in order to find the inverse of a matrix, you can also use the Gauss-Jordan
method, which makes use of the elementary row operations.
Properties:

i) (AB . . . F )−1 = F −1 . . . B −1 A−1 .

ii) (AT )−1 = (A−1 )T , (A† )−1 = (A−1 )† .

ˆ The trace of a square matrix: It is the sum of the diagonal elements of the
matrix, i.e. X
Tr A = Akk ≡ Akk .
k

Properties:

i) The trace is a linear operation.

ii) Tr AT = Tr A; Tr A† = (Tr A)∗ .
iii) Tr(AB) = (AB)ii = Aij Bji = Bji Aij = (BA)jj = Tr(BA).
iv) Tr(ABC) = Tr(BCA) = Tr(CAB), i.e. the trace is invariant under cyclic
permutations of the matrices.
18 CHAPTER 3. MATRICES

Example 1 A and B are two anticommuting matrices, i.e. AB = −BA and

A2 = B 2 = I. Show that Tr A = Tr B = 0.
Multiply the relation given by A on the left hand side: AAB = −ABA.
Apply the trace and its properties: Tr B = −Tr (ABA) = −Tr (BAA) =
−Tr (B).
This implies that Tr B = 0. Similar procedure can be applied in order to show
that Tr A = 0.

ˆ Special types of square matrices:

i) Symmetric matrices: AT = A.
Anti-symmetric or skew-symmetric matrices: AT = −A.
Any matrix can be written as the sum of a symmetric matrix and an antisym-
metric matrix:

1
1
A + AT + A − AT ).


A=
2 2

ii) Hermitian matrices: A† = A.

Anti-hermitian matrices: A† = −A.
Any matrix can be written as the sum of an hermitian matrix and an anti-
hermitian matrix:

1
1
A + A† + A − A† .


A=
2 2

iii) Unitary matrices: A† = A−1

It follows that (A† A)ij = δij .
Note that they unitary matrices preserve the length of vectors. In fact

v = Au → |v|2 = v† · v = (u† A† ) · (Au) = |u|2 .

iv) Orthogonal matrices: AT = A−1

They also preserve the length of vectors since they correspond to real unitary
matrices (AT ≡ A† .)
 19

Example 2 Consider the Pauli matrices

     
0 1 0 −i 1 0
σ1 = , σ2 = , σ3 = .
1 0 i 0 0 −1

Show that the Pauli matrices, together with the identity matrix, I, form a basis
for the vector space of the (2 × 2) hermitian matrices.
A general element of the vector space is:
 
γ + δ α − iβ
ασ1 + βσ2 + γσ3 + δI = ,
α + iβ −γ + δ
where α, β, γ, δ are real. This is the general form of an hermitian matrix since
it can be rewritten as follows
 
a c
,
c∗ b

where a b are real.

Chapter 4

The eigenvalue problem

Consider a (n × n) matrix. We want to answer the following question:

Are there any vectors x ̸= 0 which are transformed by a matrix A into multiple of
themselves?

In other words: For which vectors x and scalar λ is the following eigenvalue equation

Ax = λx

satisfied?

i) The vector x is called eigenvector and λ is called the corresponding eigenvalue.

ii) The determinant |A − λI| is called the characteristic polynomial of degree n.

iii) The eigenvalue equation, being a set of non homogeneous linear equations, has a non
trivial solution if and only if |A − λI| = 0.

iv) The eigenvalues of the matrix A are the roots of the characteristic polynomial.

v) The eigenvectors associated to the eigenvalue µ are the vectors x such that

(A − µ I)x = 0.

20
 21

Example 1 Find the eigenvalues and eigenvectors of the matrix

 
1 2 1
A =  2 1 1 .
1 1 2

 
 1−λ 2 1 
 
|A − λI| =  2 1−λ 1  = (1 − λ)2 (2 − λ) − 2(1 − λ) − 4(1 − λ) = 0.

 1 1 2−λ 
Hence λ1 = 1, λ2 = 4, λ3 = −1.
For λ1 = 1 :
    
0 2 1 x1 2x2 + x3
(A − I)x1 =  2 0 1   x2  =  2x1 + x3  = 0.
1 1 1 x3 x1 + x2 + x3
   
x1 1
Hence x1 =  x1  . A possible eigenvector is: x1 =  1  .
−2x1   −2
1
For λ1 = 4 solve (A − 4I)x2 = 0 → x2 =  1 .
1 
1
For λ1 = −1 solve (A + I)x3 = 0 → x3 =  −1  .
0

ˆ Eigenvectors associated to different eigenvalues are linearly independent.

ˆ If a n × n matrix A has n distinct eigenvalues, then the set of corresponding eigenvec-

tors represents a basis in the vector space on which the matrix acts. If the eigenvalues
are not all distinct, it may or it may not exist a basis of eigenvectors.

ˆ If a matrix has an eigenvalue equal to zero, then the matrix is singular since its
determinant is zero.
22 CHAPTER 4. THE EIGENVALUE PROBLEM

Example 2 Find the eigenvalues and eigenvectors of the matrix

 
−2 2 −3
A= 2 1 −6  .
−1 −2 0

The eigenvalues are: λ1 = 5, λ2 = λ3 = −3. Hence one of the eigenvalues is

degenerate.  
1
For λ1 = 5 solve (A − 5I)x1 = 0 → x1 =  2  .
−1
For λ2 = λ3 = −3 :
    
1 2 −3 x1 x1 + 2x2 − 3x3
(A + 3I)x =  2 4 −6   x2  =  2x1 + 4x2 − 6x3  = 0.
−1 −2 3 x3 −x1 − 2x2 + 3x3
 
−2x2 + 3x3
Hence x =  x2 .
x3    
3 −2
Two linearly independent eigenvectors are: x2 =  0  , x3 =  1  .
1 0

ˆ On the special types of square matrices:

i) Hermitian matrix and symmetric matrix:

Their eigenvalues are real.
Proof: Consider the expression Ax = λx. Take the adjoint of this expression, i.e.
x† A† = λ∗ x† . Multiply on the left the first expression by x† and multiply on the
right the second expression by x, then compare them. You get λx† x = λ∗ x† x,
which implies λ = λ∗ .
ii) Anti-Hermitian matrix and antisymmetric matrix:
Their eigenvalues are purely imaginary or zero.
iii) Unitary matrix and orthogonal matrix:
Their eigenvalues have absolute value equal to one.
Proof: Consider the expression Ax = λx. Take the adjoint of this expression,
i.e. x† A† = λ∗ x† . Take the scalar product between these two expressions. You
get x† (A† A)x = λ∗ λ(x† x), which implies |λ|2 = 1.
iv) Theorem: The eigenvectors of all special matrices are linearly independent. In
 23

addition, they can always be chosen in such a way that they form a mutually
orthogonal set.
ˆ Similar matrices: Two (n × n) matrices A and A′ are said to be similar if it exists
a matrix S such that
A′ = S −1 AS.
The two matrices represent the same linear operator in different bases. The two bases
are related by the matrix S. In fact:

Consider the basis {e1 , e2 , · · · , en } in an n-dimensional space. Then a vector x can

be written as follows
x = x1 e 1 + x 2 e 2 + · · · + x n e n ,
where x = (x1 , x2 , · · · , xn )T is the representation of the vector x in the basis
{e1 , e2 , · · · , en }. Similarly, if we consider a new basis {e′ 1 , e′ 2 , · · · , e′ n }, the vector x
can be written as follows

x = x′1 e′ 1 + x′2 e′ 2 + · · · + x′n e′ n ,

with x′ = (x′1 , x′2 , · · · , x′n )T . If the two bases are related by a matrix S
n
X
′
ei = Sji ej ,
j=1

then the two representations for the vector x are related by x = S x′ since
n n n n
!
X X X X
x= xj ej = x′i e′ i = Sji x′i ej .
j=1 i=1 j=1 i=1

Consider now a linear operator A and the relation y = Ax. In the representation
associated with the basis {e1 , e2 , · · · , en }, it becomes y = A x. On the other hand,
in the basis {e′ 1 , e′ 2 , · · · , e′ n }, it is:

S y ′ = A S x′ → y ′ = S −1 AS x′ ,

hence A′ = S −1 AS.

The two matrices A and A′ share basis-independent properties of the operator A,

such as determinant, trace and set of eigenvalues.
Theorem: Diagonalisation of a matrix: If the new basis is a set of eigenvectors of
A then A′ ≡ D is diagonal with
 
λ1 0 . . . 0  
 0 λ2 . . . 0  | | . . . |
D=  x1 x2 . . . xn 
 ... ... ... ... , S =

↓ ↓ ... ↓
0 0 . . . λn
24 CHAPTER 4. THE EIGENVALUE PROBLEM

where λi are the eigenvalues and xi the eigenvectors. Proof:

   
| | ... | | | ... |
AS = A  x1 x2 . . . xn  =  Ax1 Ax2 . . . Axn 
↓ ↓ ... ↓ ↓ ↓ ... ↓
   
| | ... | | | ... |
=  λ1 x1 λ2 x2 . . . λn xn  =  x1 x2 . . . xn  D = SD.
↓ ↓ ... ↓ ↓ ↓ ... ↓
Q P
Note that |A| = i λi and TrA = i λi .
If A is a special matrix, then A is diagonalisable since it is always possible to find a
basis of eigenvectors. Moreover, since the basis of eigenvectors can be chosen to be
orthonormal, the matrix S is unitary, i.e.
D = S † AS.
In fact
x∗1 x†1 x1 x†1 x2 x†1 xn
   
− →   ...
| | ... |  x† x1 . . .
− x∗2 →  ... x†2 xn 
S †S = 
 
x1 x2 . . . xn  =  2  = I.
 ... ... ...   ... ... ... ... 
↓ ↓ ... ↓
− x∗n → †
xn x1 . . . ... x†n xn

Example 3 Diagonalise the matrix

 
1 0 3
A =  0 −2 0  .
3 0 1

The eigenvalues are: λ1 = 4, λ2 = λ3 = −2.    

a b
The general forms of the eigenvectors are: x1 =  0  , x2/3 =  c  .
a  −b
1
1 
Hence, a set of orthonormal eigenvectors is: x1 = 2
√ 0 ,
     1 
1 0 4 0 0
x2 = √12  0  , x3 =  1  . Hence D =  0 −2 0 
−1 0 0 0 −2
   
1 0 1 1 0 3 1 1 √0
1
=  1 √0 −1   0 −2 0   0 0 2  = S † AS.
2
0 2 0 3 0 1 1 −1 1
 25

ˆ Commuting matrices: Two matrices, A and B commute if

[A, B] ≡ (AB − BA) = 0.

Theorem: Two (n × n) matrices have the same set of eigenvectors if and only if they
commute.

Proof (assume all eigenvalues are different):

Suppose [A, B] = 0 and Ax = λx. Then

AB x = BA x = λ Bx,

thus Bx is an eigenvector of A with eigenvalue λ. Hence x and Bx are proportional

i.e. Bx = µx. Therefore, if x is an eigenvector of A, it is also an eigenvector of B.
Swapping A and B, the same argument applies, hence the two matrices share the
same set of eigenvectors.

Suppose A and B share the same set of eigenvectors i.e.

Axi = λ(i) xi , Bxi = µ(i) xi , i = 1, · · · , n.

Then aP
vector z in the vector space spanned by the set of eigenvectors can be written
as z = ni=1 ci xi . Consider the two expressions below
n
X n
X
AB z = AB ci xi = ci µ(i) λ(i) xi ,
i=1 i=1
n
X n
X
BA z = BA ci xi = ci λ(i) µ(i) xi .
i=1 i=1

Subtract them and you get (AB − BA) z = 0 for an arbitrary z. Hence [A, B] = 0.

Note that, if the eigenvalues of one of the matrix are degenerate, then not all eigen-
vectors of one matrix are eigenvectors of the other one. However, provided that by
taking linear combinations a set of common eigenvectors can be found, the result
above still applies.

Note that [A, A† ] = 0 if A is a special matrix (hermitian, unitary, etc).

Applications: consider a square matrix A that can be diagonalised, then

i) n-power of A :

An = AA . . . A = (SDS −1 )(SDS −1 ) . . . (SDS −1 ) = SDn S −1 .

26 CHAPTER 4. THE EIGENVALUE PROBLEM

ii) Exponential of A :
∞
X An
eA = ,
n=0
n!
then ∞
(SDS −1 )
X (SDS −1 )n
A
e =e = = SeD S −1 .
n=0
n!

Example 4 Consider a unitary matrix U .

i) Show that U has the form U = eiH for some hermitian matrix H.
Since U is matrix, it can be diagonalised: U = SDS † with
 iθ 
e 1 0 0
 0 eiθ2 0  iθi
D=  · · · · · · · · ·  and e = λi .


0 0 eiθn
 
θ1 0 0
 0 θ2 0 
Then U = SeiΛ S † with Λ = 
 ···
.
··· ··· 
0 0 θn
†
It follows that U = eiSΛS where SΛS † ≡ H is an hermitian matrix.

ii) Show that |U | = |eiH | = eiTr H .

Since H is matrix, it can be diagonalised. Then
†
|U | = |eiH | = |eiSDS | = |SeiD S † | = |S||eiD ||S † | = |eiD |

with
   iλ 
λ1 0 0 e 1 0 0
 0 iλ2
λ2 0    0 e 0 
D=
 ··· , and eiD =  .
··· ···   ··· ··· ··· 
0 0 λn 0 0 eiλn
Then
= eiTr D = eiTr H .
P
|eiD | = Πnj=1 eiλj = ei j λj
Chapter 5

Fourier Series

The Fourier series of a periodic function f (x) with period L is a representation of

the function f (x) as an infinite series of cosine and sine functions
∞     
a0 X 2πrx 2πrx
f (x) = + ar cos + br sin .
2 r=1
L L

The Fourier coefficients a0 , ar and br are:

xZ0 +L
2
a0 = f (x) dx,
L
x0
xZ0 +L  
2 2πrx
ar = f (x) cos dx r = 0, 1, 2, 3, . . . ,
L L
x0
xZ0 +L  
2 2πrx
br = f (x) sin dx r = 1, 2, 3, . . . ,
L L
x0

where x0 is an arbitrary point along the x-axis. In order to guarantee that the series
converges, the function f (x) must satisfy the Dirichlet conditions in the interval L:
i) The function is single-valued.
ii) The function f (x) has a finite number of extreme points (maxima and minima).
iii) The function f (x) has a finite number of finite discontinuities.
Counterexample: the function sin(1/x) can not be represented by means of a Fourier series.

27
28 CHAPTER 5. FOURIER SERIES

f(x)=sin(1/x)
1.00
0.75
0.50
0.25
0.00
f(x)

0.25
0.50
0.75
1.00
0.6 0.4 0.2 0.0 0.2 0.4 0.6
x-range

Figure 5.1: Counterexample.

ˆ The set of all periodic functions on the interval L that can be represented by Fourier
series forms a vector space:

i) Basis:
   
2πrx 2πrx
cos , r = 0, 1, 2, 3, . . . ; sin , r = 1, 2, 3, . . .
L L

ii) A general element of the space is:

∞     
a0 X 2πrx 2πrx
f (x) = ·1+ ar cos + br sin .
2 r=1
L L

iii) Operations: standard addition and multiplication by a scalar.

iv) Inner product:
ZL
2
⟨f |g⟩ = f (x)g(x)dx.
L
0

v) The basis is orthogonal (check with the inner product above.)

ˆ Properties of the Fourier series:

i) If the function f (x) is even, that is f (−x) = f (x), br = 0 for r = 1, 2, 3, . . .

ii) If the function f (x) is odd, that is f (−x) = −f (x), ar = 0 for r = 0, 1, 2, 3, . . .
 29

iii) If x1 is a point of discontinuity for the function f (x) in the interval L, then the
value of the Fourier series at that point is:

f (x− +
1 ) + f (x1 )
f (x1 ) = ,
2
where f (x− +
1 ) and f (x1 ) are the left and right limits of the function at x1 , re-
spectively.

Figure 5.2: Function for Example 1.

Example 1 Calculate the Fourier series for the function sketched in the figure
above.
The function is even, hence the coefficients br = 0. The interval L = 2π.
Consider the function between −π and π then

−x if −π ≤ x ≤ 0
f (x) = ,
x if 0 ≤ x ≤ π.

and the Fourier coefficients are:

Z0 Zπ Zπ
1 2
a0 = (−x) dx + x dx = x dx = π,
π π
−π 0 0

Z0 Zπ Zπ
1 2 2 (−1)r − 1
ar = (−x) cos rx dx + x cos rx dx = x cos rx dx = .
π π π r2
−π 0 0
30 CHAPTER 5. FOURIER SERIES

Original function: f(x)

n=1
n=3
n=7
3.5 3.0

9.42 3.14 0.00 3.14 6.28 9.42

Figure 5.3: Fourier series for the function in Example 1

Example 2 Calculate the Fourier series for the function


−1 if −π < x < 0
f (x) =
0 if 0 < x < π.

The function is odd, hence the coefficients ar = 0. The interval L = 2π. The
Fourier coefficients are:
Z0 Zπ Zπ
1 2 2 1 − (−1)r
br = (−1) sin rx dx + sin rx dx = sin rx dx = .
π π π rπ
−π 0 0

The Fourier series is:

∞
4 X sin(2r − 1)
f (x) = x.
π r=1 (2r − 1)

The function is discontinuous at x = 0, ±π, ±2π, . . . and its value, at these

points, is zero.

ˆ Consider a function defined only on a finite interval L. Then, in order to calculate its
 31

Original function: f(x)

n=3
n = 10
9.42
n = 100 3.14 0.00 3.14 6.28 9.42

3.50 3.25 3.00 2.75

Figure 5.4: Fourier series for the function in Example 2

Fourier series we need to extend the function over the whole x-axis. In other words
we need to consider a periodic extension of the original function. The Fourier series
of any extension is a representation of the original function on the finite interval L.
However, normally continuous extension are preferable because they allow us to avoid
the Gibbs’s phenomenon at the points of discontinuity (see page 421 in Riley).

Example 3 Sketch possible extensions for the function


x2 if 0 < x < 2
f (x) =
0 otherwise.

All extensions below provide good representations of the function f (x) in the
interval 0 ≤ x ≤ 2.
32 CHAPTER 5. FOURIER SERIES

Figure 5.5: (i)Example 3: even and continuous extension.

Figure 5.6: (ii) Example 3: odd and non-continuous extension.

Figure 5.7: (iii) Example 3: non-continuous extension.

ˆ Fourier series evaluated at specific points can be used to calculate series of constant
 33

terms. Consider the function in Example 2 and its Fourier series

 
4 3x 5x
f (x) = sin x + sin + sin + ··· .
π 3 5

It follows that f (π/2) = 1. On the other hand, it is also true that

∞
X (−1)n
f (π/2) = .
n=0
2n + 1

This expression is the Leibniz formula for π.

ˆ Given a Fourier series, integration and differentiation can be used to obtain Fourier
series for other functions. However, while integration is always a safe operation in
the sense that convergence of the new series is always guaranteed, differentiation is
not since an additional power of r at the numerator reduces the rate of convergence
of the new series.

Example 4 Consider the even extension for the function


x2 if 0 ≤ x ≤ 2
f (x) =
0 otherwise.

Write its Fourier series and by using the operations of integration and differ-
entiation find the Fourier series of the function
 3
x if 0 ≤ x ≤ 2
g(x) =
0 otherwise.

We choose the extension (i) in Example 3. Its Fourier series is:

∞
4 X (−1)r  πrx 
f (x) = + 16 2
cos = x2 (0 ≤ x ≤ 2).
3 r=1
(πr) 2

Take the derivative of the expression above, f (x), :

∞ ∞
X (−1)r  πrx  X (−1)r  πrx 
−8 sin = 2x (0 ≤ x ≤ 2) → x = −4 sin .
r=1
πr 2 r=1
πr 2
34 CHAPTER 5. FOURIER SERIES

Integrate f (x) :
∞
4 X (−1)r  πrx  x3
x + 32 sin + c = (0 ≤ x ≤ 2),
3 r=1
(πr)3 2 3

where c is the constant of integration. We can replace the result for x into this
expression, then we get
∞ ∞
X (−1)r  πrx  X (−1)r  πrx 
x3 = −16 sin + 96 sin + c′ (0 ≤ x ≤ 2).
r=1
πr 2 r=1
(πr)3 2

Since g(0) = 0, c′ = 0 and the expression above becomes the Fourier series of
the function g(x).

Complex Fourier series: Using some manipulations, Fourier series can be written in a
complex form. Writing trigonometric functions by means of exponentials we have
∞     
a0 X 2πrx 2πrx
f (x) = + ar cos + br sin
2 r=1
L L
∞     
a0 X i2πrx/L ar br −i2πrx/L ar b r
= + e + +e − .
2 r=1
2 2i 2 2i

Set (ar − ibr )/2 ≡ cr . Then, since ar = a−r and br = −b−r we get (ar + ibr )/2 ≡ c−r . It
follows that
∞ ∞
a0 X i2πrx/L −i2πrx/L
X
cr ei2πrx/L .


f (x) = + cr e + c−r e =
2 r=1 r=−∞

A similar manipulation allows us to find

xZ0 +L
1
cr = f (x) e−2πirx/L dx.
L
x0
Chapter 6

Integral Transforms

An integral transform is a function g that can be expressed as an integral of another

function f in the form
Z∞
I[f (x)](y) ≡ g(y) = K(x, y)f (x)dx,
−∞

where K(x, y) is called the kernel of the transform.

ˆ I is a linear operator, that is:

I[c1 f1 + c2 f2 ] = c1 I[f1 ] + c2 I[f2 ], c1 , c2 constants.

ˆ Given I such that I[f ] = g, the inverse operator I −1 is also a linear operator and
I −1 [g] = f.

There are several types of integral functions. We are going to discuss the Fourier and the
Laplace transforms.

6.1 Fourier Transforms

The Fourier Transform of the function f (t) is:
Z∞
1
F[f (t)](ω) ≡ fˆ(ω) = √ f (t) e−iωt dt.
2π
−∞

The integral exists if:

ˆ The function f (x) has a finite number of finite discontinuities.

35
36 CHAPTER 6. INTEGRAL TRANSFORMS
R∞
ˆ −∞
|f (t)|dt is finite.

Its f is continuous the inverse is:

Z∞
1
F −1 [fˆ(ω)](t) = f (t) = √ fˆ(ω) eiωt dω.
2π
−∞

There different ways to write Fourier transforms. We will stick to the notation above.
However, be aware that you could encounter the following forms as well

R∞ R∞
i) fˆ(ω) = f (t) e−iωt dt, f (t) = 1
2π
fˆ(ω) eiωt dω,
−∞ −∞

R∞ R∞
ii) fˆ(ω) = √1
2π
f (t) eiωt dt, f (t) = √1
2π
fˆ(ω) e−iωt dω,
−∞ −∞

R∞ R∞
iii) fˆ(ν) = f (t) e−i2πνt dt, f (t) = fˆ(ν) ei2πνt dν.
−∞ −∞

There are functions that are not periodic. Hence, we cannot use Fourier series. However,
we could use Fourier transforms and think of these functions as periodic functions with a
period that is infinite. Consider the complex Fourier series with period L
 
∞ ∞ ZL/2
X X 1
f (t) = cn ei2πnt/L = f (t) e−2πint/L dt ei2πnt/L .

L

n=−∞ n=−∞
−L/2

Set 2πn/L ≡ ωn . This implies ∆ω = ωn+1 − ωn = 2π/L. Then

 
∞ ZL/2
X  ∆ω
f (t) = f (t) e−itωn dt eitωn .

2π

n=−∞
−L/2

When L −→ ∞ the expression above becomes

Z∞ Z∞ Z∞
 
dω 1 dω
f (t) = √  √ f (t) e−itω dt eitω = √ fˆ(ω) eitω .
2π 2π 2π
−∞ −∞ −∞
6.1. FOURIER TRANSFORMS 37

Example 1 Calculate the complex Fourier series for the following periodic function

 0 −L/2 < t < −a/2
f (t) = 1 −a/2 < t < a/2 , L > a,
0 a/2 < t < −L/2


and the Fourier transform for the following non periodic function

1 −a/2 < t < a/2
g(t) =
0 otherwise

Then compare |cn | (from the Fourier series of f (t)) and |ĝ(ω)| by sketching them on
the same x-axis.
a sin(nπa/L)
The coefficients for the complex Fourier series of f (t) are: cn = L nπa/L
, for n ̸= 0
and c0 = a/L. Then, the Fourier series is:
∞
X a sin(nπa/L) i2πnt/L
f (t) = e .
n=−∞
L nπa/L

On the other hand, the Fourier transform of g(t) is:

Za/2 a/2
1 iωt 1 eiωt  a sin(aω/2)
ĝ(ω) = √ e dt = √ =√ .
2π 2π −iω −a/2
 2π aω/2
−a/2

|cn | represents a discrete spectrum while |ĝ(ω)| represents a continuum spectrum.

|ĝ(ω)| is the envelope of |cn |.

Figure 6.1: Example 1: Comparison between the discrete and continuum spectrum.
38 CHAPTER 6. INTEGRAL TRANSFORMS

Properties of the Fourier transform

ˆ Scaling:
Z∞
1
F[f (at)](ω) = √ f (at) e−iωt dt,
2π
−∞
′
where a is a constant. Set at = t , then
Z∞
1 ′ −iωt′ /a 1 ˆ ω 
F[f (at)](ω) = √ f (t ) e dt = f ,
|a| 2π a a
−∞

where a ̸= 0.

ˆ Translation:
F[f (t + a)](ω) = eiaω fˆ(ω), a constant.

ˆ Exponential multiplication:

F[eαt f (t)](ω) = fˆ(ω + iα), α constant.

Example 2 Calculate the Fourier transform of f (t/2) cos αt in terms of the

Fourier transform of f (t). The symbol α denotes a constant.

F[f (t/2) cos αt](ω) = F[f (t/2) eiαt ](ω)/2 + F[f (t/2) e−iαt ](ω)/2.
By using scaling and exponential multiplication in this order, we get

F[f (t/2) cos αt](ω) = F[f (t) eiαt ](2ω) + F[f (t) e−iαt ](2ω)
= F[f (t)](2(ω − α)) + F[f (t)](2(ω + α)).

ˆ The Fourier transform of a derivative:

Z∞
′ 1
F[f (t)](ω) = √ f ′ (t) e−iωt dt
2π
−∞
∞ Z∞
e−iωt f (t)  1
√ +√ (iω) f (t) e−iωt dt = (iω)fˆ(ω).
2π −∞ 2π
−∞
R∞
In fact, since −∞
|f (t)|dt is finite, f (t) −→ 0 when t → ±∞.
For a derivative of order n we have

F[f (n) (t)](ω) = (iω)n fˆ(ω).

6.1. FOURIER TRANSFORMS 39

We are now going to introduce a new operation between two functions, called convolution.
This is used, for instance, in digital signal processing where two signals are combined to
form a third signal. The Fourier transforms provide a way to analyse the spectrum of the
signal involved.

The convolution of two functions f and g over the interval (−∞, ∞) is a function h
defined as follows:

Z∞
h(y) = f (x)g(y − x) dx ≡ (f ∗ g)(y) = (g ∗ f )(y).
−∞

The convolution theorem for Fourier transforms.

The Fourier transform of the convolution h(y) is:
√
F[h(z)](ω) = 2π fˆ(ω)ĝ(ω).

Proof:
Starting with the left hand side

Z∞ Z∞ Z∞
 
1 1
ĥ(k) = √ h(y) e−iyk dy = √ dy  f (x)g(y − x) dx e−iyk
2π 2π
−∞ −∞ −∞

Swap the order of integration and set y − x = z, then

Z∞ Z∞ √
1
ĥ(k) = √ dx f (x) dz g(z) e−i(z+x)k = 2π fˆ(k)ĝ(k).
2π
−∞ −∞

Starting with the right hand side

√ Z∞ Z∞
1
2π fˆ(ω)ĝ(ω) = √ dx f (x) e−ikx
dz g(z) e−ikz .
2π
−∞ −∞

Taking exp(−ikx) into the second integral and setting (z + x) = y we get

√ Z∞ Z∞ Z∞
1 1
2π fˆ(ω)ĝ(ω) = √ dx f (x) dy g(y − x) e −iky
=√ dy e−iky h(y) = ĥ(k).
2π 2π
−∞ −∞ −∞
40 CHAPTER 6. INTEGRAL TRANSFORMS

Example 3 Use the Fourier transform in order to find a solution, i.e. f (t), for the
following ODE
d2 f df
2
+2 + f (t) = h(t),
dt dt
where h(t) is a known function. Start by taking the Fourier transform of the ODE.
We get
d2 f
   
df
F 2
(ω) + 2 F (ω) + F [f (t)] (ω) = F [h(t)] (ω),
dt dt
which becomes: −ω 2 fˆ(ω) + 2iω fˆ(ω) + fˆ(ω) = ĥ(ω) → fˆ(ω) = ĥ(ω)/(1 + 2iω −
ω 2 ). We have two possibilities
h i
−1 ĥ(ω)
i) Take the inverse Fourier transform, i.e. f (t) = F (1+2iω−ω 2 )
(t).

ii) Use the convolution theorem, i.e. fˆ(ω) = ĥ(ω)ĝ(ω) with ĝ(ω) = √12π (1+2iω−ω
1
2) .
R∞ ′ ′ ′
Then f (t) = −∞ g(t )h(t−t ) dt , where the functions h(t) and g(t) can be found
by using the inverse Fourier transform.
6.2. LAPLACE TRANSFORMS 41

6.2 Laplace transforms

The Laplace transform of the function f (t) is:

Z∞
L[f (t)](s) ≡ f¯(s) = f (t) e−st dt,
0

where s is taken to be real. Note that, sometimes a constrain on the variable s should be
imposed in order for the integral to exist.

Example 4 Calculate the Laplace transform of the following functions

i) t.
R∞ ∞
e−st 
L[t](s) = t e−st dt = −s2 
= 1
s2
for s > 0.
0 0

What happens if you calculate the Fourier transform of the same function?

ii) cosh(kt), where k is a constant.

R∞ −st 1
 ∞
e(k−s) 
∞ 
e−(k+s)  s
L[cosh(kt)](s) = cosh(kt) e dt = 2 k−s 
− k+s 
= s2 −k2
for s >
0 0 0
|k|.

iii) H(t − a).

R∞ e−st 
∞
e−st
L[H(t − a)](s) = e−st dt = −s 
= s
for s > a.
a 0

Properties of the Laplace transform.

ˆ Delay rule:

L[H(t − a)f (t − a)](s) = e−sa f¯(s), a constant.

ˆ Exponential multiplication:

L[eat f (t)](s) = f¯(s − a), a constant.

ˆ Scaling:
1 ¯ s 
L[f (at)](s) = f , a ̸= 0 constant.
|a| a
42 CHAPTER 6. INTEGRAL TRANSFORMS

ˆ Polynomial multiplication:

dn f¯(s)
L[tn f (t)](s) = (−1)n , n = 1, 2, 3 . . . .
dsn

ˆ The Laplace transform of a derivative:

For the derivative of order one we have
Z∞ Z∞
∞
L[f ′ (t)](s) = f ′ (t) e−st dt = f (t) e−st 0 +s f (t) e−st dt = −f (0)+sf¯(s), s > 0.
0 0

For a derivative of order n

L[f (n) (t)](s) = sn f¯(s) − sn−1 f (0) − sn−2 f (1) (0) − · · · − f (n−1) (0), s > 0,

where f (n) is the nth derivative of the function f .

ˆ The Laplace transform for integration:

 t 
f¯(s)
Z
L  f (u)du = .
s
0

Example 5 Using the properties of the Laplace transforms and the result
L[cosh(kt)](s) = s/(s2 − k 2 ) with s > |k|, calculate the Laplace transform of the
following functions

i) sinh(kt).

Use the result of Example 4 (ii). Then

h  i
d cosh(kt)
L [sinh(kt)] (s) = L dt k
(s) = − k1 + s s
k s2 −k2
= k
s2 −k2
for s > |k|.

ii) t sinh(kt).
d k 2ks


L [t sinh(kt)] (s) = (−1) ds s2 −k2
= (s2 −k2 )2
for s > |k|.

The convolution theorem for a Laplace transform:

If the functions f and g have Laplace transforms f¯ and ḡ, then:
 t 
Z
L[(f ∗ g)](s) = L[(g ∗ f )](s) = L  f (u)g(t − u) du (s) = f¯(s)ḡ(s).
0
6.2. LAPLACE TRANSFORMS 43

Note as the definition of convolution appears to be different. Let us calculate explicitly

what the function f¯(s)ḡ(s) is.
Z∞ Z∞
f¯(s)ḡ(s) = du f (u) dv e−s(u+v) g(v).
0 0

Set (u + v) = t, then
Z∞ Z∞
f¯(s)ḡ(s) = du f (u) dt e−st g(t − u).
0 u

Swapping the order of integration and being careful with the new limits of integration, we
have
Z∞
 t   t 
Z Z
f¯(s)ḡ(s) = dt e−st  du f (u)g(t − u) = L  f (u)g(t − u) du (s),
0 0 0

which implies
Zt
(f ∗ g)(t) = f (u)g(t − u) du.
0

The inverse of a Laplace transform: L−1 [f¯(s)] = f (t).

The general method for calculating inverse Laplace transforms requires notions of complex
analysis. Nevertheless, in some cases it is possible to calculate an inverse Laplace transforms
by means of

ˆ partial fraction decomposition,

ˆ convolution theorem,

together with the Laplace transform properties and tables of known Laplace transforms
(see table on page 455 in Riley.) In this course we are going to limit ourselves to the use
of these two techniques.
44 CHAPTER 6. INTEGRAL TRANSFORMS

Example 6 Use partial fraction decomposition and the table at page 455 in order to
calculate f (t) given that
s+3
f¯(s) = .
s(s + 1)
3 2
f¯(s) = − = f¯1 (s) + f¯2 (s).
s s+1
Using the tables we have L−1 f¯1 (s) (t) = 3 for s > 0 and L−1 f¯2 (s) (t) = −2 e−t
   

for s > −1 hence

L−1 f¯(s) (t) = 3 − 2 et

 

for s > 0.

Example 7 Use the convolution theorem and the table at page 455 in order to cal-
culate f (t) given that
2
f¯(s) = .
s2 (s − 1)2
2 1
f¯(s) = 2 = f¯1 (s)f¯2 (s).
s (s − 1)2
Using the tables we have L−1 f¯1 (s) (t) = 2t for s > 0 and L−1 f¯2 (s) (t) = t et for
   

s > 1 hence
Z∞
L−1 f¯(s) (t) = 2(t − u) u eu du = 2 et (t − 2) + 2 (t + 2),
 

for s > 1.

Example 8 Use the Laplace transform in order to find a solution, i.e. f (t), for the
following ODE
df
+ 2 f (t) = e−t , f (0) = 3.
dt
6.2. LAPLACE TRANSFORMS 45

Start by taking the Laplace transform of the ODE.



df
(s) + 2 L [f ] (s) = L et (s),
 
L
dt
which becomes: −f (0) + s f¯(s) + 2 f¯(s) = 1/(s + 1) →
3s + 4 1 2
f¯(s) = = .
(s + 2)(s + 1) s+1s+2

Hence f (t) = e−t + 2 e−2t .

Example 9 Consider the classical hamiltonian (energy) for a harmonic oscillator

r
p2 1 k
H(p, x) = + mω 2 x2 = E, ω=
2m 2 m
and the Schrödinger equation associated with it i.e

h̄2 d2 1
− 2
ψ(x) + mω 2 x2 ψ(x) = E ψ(x),
2m dx 2
where ψ(x) represents the wave function of the harmonic oscillator in coordinate
space. The solution for the ground state is:

2 h̄ω
ψ0 (x) = e−(mω/2h̄)x , E0 = .
2
p
This is a Gaussian with width ∆x = h̄/mω. We want to find out the ground
state wave function in momentum space. In order to do so, calculate the Fourier
transform of ψ0 (x). The variable in Fourier space is k = p/h̄ (see workshops for
Fourier transform of a Gaussian.) Then, calculate ∆p. What is the meaning of the
quantity ∆x∆p?
The wave function in momentum space is:
Z∞ r r
1 −(mω/2h̄)x2 −ikx h̄ −k2 h̄/(2mω) h̄ −p2 /(2h̄mω)
F[ψ(x)](k) = √ e e dx = e = e .
2π mω mω
−∞
√
This is a Gaussian with width ∆p = h̄mω. It follows that ∆x∆p = h̄, which codifies
the uncertainty principle in QM.
Chapter 7

The Dirac delta function

Consider a pulse
1 1

n − 2n < x < 2n
δn (x) =
0 otherwise
If we take the duration of the pulse to decrease, while retaining a unit area, then, in the
limit, we are led to the notion of the Dirac δ-function, i.e.
Z∞ Z∞
lim δn (x) dx = δ(x) dx = 1,
n→∞
−∞ −∞
Z∞ Z∞
lim δn (x)f (x) dx = δ(x)f (x), dx = f (0),
n→∞
−∞ −∞

where f is a well behaved function.

Figure 7.1: Dirac δ-function.

The Dirac delta function δ(x − a) - with a a constant - is a generalised function (or
distribution) and it is defined as the limit of a sequence (not unique) of functions. Its

46
 47

defining properties are:

Zβ 
f (a) α < a < β
δ(x − a) = 0 for x ̸= a, f (x)δ(x − a) dx =
0 otherwise
α

Example 1 Calculate the following integrals

R4
i) δ(x − π) cos x dx = cos π = −1.
−4

R∞
ii) δ̂(ω) = √1
2π
δ(t) e−iωt dt = √1 .
2π
−∞

Integral representation of the Dirac delta function: Consider the following δ-

function sequence
Zn
sin nx 1
δn (x) = = eiωx dω.
πx 2π
−n

Then
Z∞ Z∞
 
Zn
1
f (x) = δ(t − x) f (t) dt = lim f (t)  eiω(t−x) dω  dt
n→inf ty 2π
∞ −∞ −n
Z∞ Z∞
 
1
= dt f (t)  eiω(t−x) dω  ,
2π
−∞ −∞

which implies
Z∞
1
δ(t − x) = eiω(t−x) dω
2π
−∞

√
Example 2 Calculate the inverse Fourier transform of 1/ 2π.

  Z∞
−1 1 1 1
F √ (t) = √ √ eiωt dω = δ(t).
2π 2π 2π
−∞
48 CHAPTER 7. THE DIRAC DELTA FUNCTION

Properties of the Dirac delta function.

ˆ δ(x) = δ(−x).

ˆ δ(g(x)) = δ(x − a)/|g ′ (a)|.

P
a

where a are the roots of the function g(x) i.e. g(a) = 0 and g ′ (a) ̸= 0

R∞
Example 3 Calculate I = dt δ(x2 − b2 ) f (x) dx, where b is a constant.
−∞

First, simplify the Dirac delta-function

δ(x − b) δ(x + b)
δ(x2 − b2 ) = + ,
|2b| | − 2b|

then
Z∞ Z∞
1 1 1
I= dt δ(x − b) f (x) + dt δ(x + b) f (x) = (f (b) + f (−b)) .
2b 2b 2b
−∞ −∞

R∞
ˆ f (x)δ ′ (x − a)dx = −f ′ (a).
−∞

ˆ H ′ (x) = δ(x)
where H(x) is the Heaviside step function defined as follows

1 x≥0
H(x) = .
0 x<0

In fact
Z∞ Z∞
f (x) H ′ (x) dx = f (x) H(x)|∞
−∞ − f ′ (x) H(x) dx = f (∞) − f (∞) + f (0).
−∞ −∞
R∞
Since f (0) = −∞
f (x) δ(x) dx the property is proved.
 49

Figure 7.2: Dirac δ-function as derivative of the Heaviside step function.

Chapter 8

Vector Calculus

8.1 The del operator

Vector functions are vectors whose components are functions of one or more variables
e.g.
a(u, v, . . . ) = ax (u, v, . . . ) i + ay (u, v, . . . ) j + az (u, v, . . . ) k.
A vector function defines a vector field.

ˆ Differentiation of vector functions:

∂a ∂ax ∂ay ∂az
= i+ j+ k.
∂u ∂u ∂u ∂u
Note that in cartesian coordinates i, j, k, are constants.
Differentiation rules:

i)
∂ ∂ϕ ∂a ∂ da ∂ϕ
(ϕa) = a+ϕ , a(ϕ(u, v, . . . )) = ,
∂u ∂u ∂u ∂u dϕ ∂u

ii)
∂ ∂a ∂b ∂ ∂a ∂b
(a · b) = ·b+a· , (a × b) = ×b+a× ,
∂u ∂u ∂u ∂u ∂u ∂u
where a, b are vector functions and ϕ, is a scalar function.

ˆ Differential of a vector function:

∂a ∂a
da = du + dv + · · · .
∂u ∂v

50
8.1. THE DEL OPERATOR 51

Example 1 Calculate the differential of the position vector r = x i + y j + z k.

∂r ∂r ∂r
= i, = j, = k,
∂x ∂y ∂z
hence dr = i dx + j dy + k dz.

We define the linear vector differential operatordel (or nabla) in cartesian coordinates as
follows
∂ ∂ ∂
∇=i +j +k .
∂x ∂y ∂z
Let us apply such an operator to scalar and vector functions.

ˆ The gradient of a scalar field ϕ:

∂ϕ ∂ϕ ∂ϕ
grad ϕ = ∇ϕ = i+ j+ k.
∂x ∂y ∂z

This is a vector field and some useful rules are:

i) ∇(ϕ + ψ) = ∇ϕ + ∇ψ
ii) ∇(ϕψ) = ψ∇ϕ + ϕ∇ψ
iii) ∇(ψ(ϕ)) = ψ ′ (ϕ)∇ϕ
3 ′
iv) Special cases: ∇r = r/r, ∇(1/r) = −r/r p , ∇ϕ(r) = ϕ r/r, where r is the
2 2 2
modulus of the position vector r, i.e. r = x + y + z .

Consider a surface ϕ(x, y, z) = c where c is a constant. By definition

∂ϕ ∂ϕ ∂ϕ
dϕ = dx + dy + dz
∂x ∂y ∂z
 
∂ϕ ∂ϕ ∂ϕ
= i+ j+ k · (dx i + dy j + dz k) = ∇ϕ · dr = 0.
∂x ∂y ∂z

It follows that ∇ϕ is perpendicular to the surface since dr is the tangent vector.

Example 2 Consider the surface ϕ(x, y, z) = x2 + y 2 + z 2 = c. Calculate ∇ϕ

and verify that it is perpendicular to the surface.

∇ϕ = 2x i + 2y j + 2z k = 2 r.

This vector is proportional to r, hence it is clearly perpendicular to the surface.

52 CHAPTER 8. VECTOR CALCULUS

ˆ The divergence of a vector field a:

∂ax ∂ay ∂az
div a = ∇ · a = + + .
∂x ∂y ∂z
This is a scalar field and some useful rules are:
i) ∇ · (a + b) = ∇ · a + ∇ · b
ii) ∇ · (ϕ a) = ∇ϕ · a + ϕ(∇ · a), ∇ · (a × b) = b · (∇ × a) − a · (∇ × b)
iii) Special case: ∇ · r = 3
iv) If ∇ · a = 0, a is said to be solenoidal.

Example 3 Use the index notation to show that

∇ · (a × b) = b · (∇ × a) − a · (∇ × b).

Note that this is a scalar triple product.

∇ · (a × b) = ϵijk ∇i (aj bk ) = ϵijk (∇i aj ) bk + ϵijk aj (∇i bk )

= ϵkij bk (∇i aj ) − ϵjik aj (∇i bk ) = b · (∇ × a) − a · (∇ × b)

ˆ The curl of a vector field a:

     
∂az ∂ay ∂ax ∂az ∂ay ∂ax
curl a = ∇ × a = i − +j − +k −
∂y ∂z ∂z ∂x ∂x ∂y
i) ∇ × (a + b) = ∇ × a + ∇ × b
ii) ∇ × (ϕ a) = (∇ϕ) × a + ϕ(∇ × a),
∇ × (a × b) = (b · ∇)a − (∇ · a)b − (a · ∇)b + (∇ · b)a
iii) Special case: ∇ × r = 0
iv) If ∇ × a = 0, a is said to be irrotational.
Note that because ∇ is a differential operator the order matter i.e.
∇ · a ̸= a · ∇, ∇ × a ̸= a × ∇.
Let us apply the nabla operator on gradient, divergence and curl. We got five possible
combination quite common in physics, for instance in electromagnetism. They are:
i) The divergence of a gradient is called the Laplacian of the scalar function

2∂ 2ϕ ∂ 2ϕ ∂ 2ϕ
∇ · (∇ϕ) = ∇ ϕ = + + 2,
∂x2 ∂y 2 ∂z
where ∇2 is a scalar differential operator and it is called the Lapalcian.
8.2. CURVES AND SURFACES 53

ii) ∇ × (∇ϕ) = 0, all gradient are irrotational.

iii) ∇ · (∇ × a) = 0. All curls are solenoidal.

iv) ∇ × (∇ × a) = ∇(∇ · a) − ∇2 a.

Example 4 Consider the Maxwell’s equations in vacuum

(a) ∇ · B = 0, (b) ∇ · E = 0,
∂E ∂B
(c) ∇ × B = ϵ0 µ0 , (d) ∇ × E = − .
∂t ∂t
i) Derive the Laplace equation of electrostatic.

Since E = −∇ϕ, ∇ · E = −∇ · (∇ϕ) = ∇2 ϕ = 0.

ii) Derive the electromagnetic wave equation.

Take the curl of (d):

∂B ∂(∇ × B)
∇ × (∇ × E) = −∇ × =− .
∂t ∂t
Take the time derivative of (c):

∂(∇ × B) ∂ 2E
= −ϵ0 µ0 2 = ∇(∇ · E) − ∇2 E
∂t ∂t
Combine the two results
∂ 2E 1 ∂ 2E
 
2 −2 2
∇ E = ϵ0 µ0 2 , (ϵ0 µ0 ) = c → − ∇ E.
∂t c2 ∂t2

8.2 Curves and surfaces

ˆ Curves: A curve C can be represented by a vector function r that depends on one

parameter u (parametric representation)

r(u) = x(u) i + y(u) j + z(u) k.

54 CHAPTER 8. VECTOR CALCULUS

Example 5 Provide a parametric representation for the following curves

i) The curve y = −x with −1 ≤ x ≤ 1.

r(u) = u i − u j, −1 ≤ u ≤ 1

ii) The curve x2 /4 + y 2 = 1 with y ≥ 0 and z = 3.

r(u) = 2 cos u i + sin u j + 3 k, 0 ≤ u ≤ 2π.

iii) The curve x2 + y 2 − 4 x + 3 = 0 with z = 0.

This is clearly a circle with centre at the point (2, 0), hence
r(u) = 2 + cos u i + sin u j, 0 ≤ u ≤ 2π.

i) The derivative r′ (u) ≡ t(u) is a vector tangent to the curve at each point.

ii) The arch length s measured along the curve satisfies:

 2  2 r
ds dr dr  dr  dr dr
= · = , ds = ± · du,
du du du  du  du du

where the sign fixes the direction of measuring s, for increasing or decreasing u.
Note that ds is the line element of the curve.

iii) Unit tangent vector to the curve:

 
dr  dr  dr du dr
t̂ = /  = = .
du du du ds ds

Note the use of the chain rule.

iv) The derivative of the unit tangent vector with respect to the arch length defines
the radius of curvature ρ:

1 d2 r dt̂
ρ= , with n = 2
= .
|n| ds ds

Note that t̂ is perpendicular to n since starting with t̂2 = 1 and applying the
derivative, we get 2t̂ · (dt̂/ds) = 0.
8.2. CURVES AND SURFACES 55

Example 6 Consider the curve r(u) = 3 cos u i + 3 cos u j + 4u k. find its radius
of curvature.
dr
= t = −3 sin u i + 3 cos u j + 4 k.
du
 dr  ds
The modulus is:  du =
du
= 5, hence t̂ = 51 (−3 sin u i + 3 cos u j + 4 k) .
Then
dt̂ du 1
n= = = (−3 cos u i − 3 sin u j) .
du ds 25
It follows that the radius of curvature is ρ = 25/3.

ˆ Surfaces: A surface S can be represented by a vector function r that depends on

two parameters u and v (parametric representation)

r(u, v) = x(u, v) i + y(u, v) j + z(u, v) k

i) The vectors ∂r/∂u, ∂r/∂v are linear independent and tangent to the curve S.
ii) A vector normal to the surface is:

∂r ∂r
n= × .
∂u ∂v

iii) Vector area element:

 
∂r ∂r
dS = × du dv = n du dv.
∂u ∂v

iv) Scalar area element:

 
 ∂r ∂r 
dS = 
 ×  du dv = |n| du dv.
∂u ∂v 

dS represents a small area of the surface S.

v) The orientation of the surface S is determined by the sign of n.
vi) A surface S is orientable if the vector n can be determined everywhere by a
choice of sign.
vii) A surface is bounded if it can be contained within some shpere. A bounded
surface can have a boundary, ∂S, consisting of a smooth closed curve. A bounded
surface with no boundary is closed.
Chapter 9

Integrals

9.1 Line integrals

The line integral (or path integral) of a vector field a(r) along the curve C is:

Z uZmax
dr
a(r) · dr = a(r(u)) · du,
du
C umin

where C is a smooth oriented (a direction along C must be specified) curve defined by the
equation r(u) with endpoints A = r(umin ) and B = r(umax ).

Example 1 Consider the vector function a(r) = x ey i + z 2 j + xy k. Evaluate the

R
integral C a · dr along the following curves, with the same end points A = (0, 0, 0)
and B = (1, 1, 1).

i) C1 : r(u) = u i + u j + u k, 0 ≤ u ≤ 1.

The parametrisation tells us that x = u, y = u, z = u. Hence

a(r(u)) = u eu i + u2 j + u2 k, r′ (u) = i + j + k, a(r(u)) · r′ (u) = u eu + 2 u2 ,

hence
Z Z1
5
a · dr = (u eu + 2 u2 ) du = .
3
C1 0

56
9.1. LINE INTEGRALS 57

ii) C2 : r(u) = u i + u2 j + u3 k, 0 ≤ u ≤ 1.

The parametrisation tells us that x = u, y = u2 , z = u3 . Hence

2
a(r(u)) = u eu i + u6 j + u3 k, r′ (u) = i + 2u j + 3u2 k,
2
a(r(u)) · r′ (u) = u eu + 2 u7 + 3u5 ,

hence
Z Z1
e 1
a · dr = (u eu2 + 2 u7 + 3u5 ) du = + .
2 4
C2 0

ˆ Properties/Observations.

i) In general the integral depends on the endpoints and the path C.

R R
ii) a · dr = − a · dr, where C is a curve with orientation A −→ B and − C is
C −C
a curve with orientation B −→ A.
R R R R
iii) If C = C1 + C2 + · · · + Cn then a · dr = a · dr + a · dr, · · · + a · dr. Note
C C1 C2 Cn
that it must be a set of compatible choices amongst the different segments.
iv) Other kinds of line integrals are possible. For instance:
Z Z Z Z
ϕ dr, a × dr, ϕ ds, a ds.
C C C C

R
Example 2 Evaluate C
ϕ ds where ϕ = (x − y)2 and r(u) = a cos u i +
a sin u j, 0 ≤ u ≤ π, a constant.
p
ds = ( dr/du · dr/du) du = a du, then
Z Zπ
ϕ ds = (a cos u − a sin u)2 a du = π a3 .
C 0

ˆ Simply connected region. A region D is simply connected if every closed path

within D can be shrunk to a point without leaving the region.
ˆ Theorem: Consider the integral I = C a · dr, where the path C is in a simply
R

connected region D. Then, the following statements are equivalent:

i) The line integral I is independent of the path C. It only depends on the end-
points of the path C.
58 CHAPTER 9. INTEGRALS

ii) It exists a scalar function ϕ (a potential) such that a = ∇ϕ.

Notice that the sign is a convention. In physics, because of the meaning of
potential in association with forces, we use a = −∇ϕ.
iii) ∇ × a = 0.

The vector field a is said to be conservative (or irrotational ) and ϕ is its potential.
In addition:
R
i) I = ∇ϕ · dr = ϕ(B) − ϕ(A) where A and B are the endpoints of the path C.
C
Notice that if you use a = −∇ϕ, then I = ϕ(A) − ϕ(B).
ii) The line integral I along any closed path C in D is zero.

Example 3 Consider the vector function a(r) = (xy 2 + z) i + (x2 y + 2) j + x k.

i) Show that the field a is conservative and find its potential ϕ.

∂ϕ ∂ϕ ∂ϕ
Since ∇ × a = 0, the filed is conservative. Hence a = ∇ϕ = ∂x
i+ ∂y
j+ ∂z
k.

∂ϕ x2 y 2
= ax = xy 2 + z → ϕ = + zx + f (y, z),
∂x 2
∂ϕ ∂f
= ay = x 2 y + 2 = x 2 y + → f = 2y + g(z),
∂y ∂y
∂ϕ dh
= az = x = x + → h = c.
∂z dz
It follows that ϕ = (xy)2 /2 + xz + 2y + c.
R
ii) Evaluate the integral C a · dr along the curve r(u) = u i + 1/u j + k with end
points A = (1, 1, 1) and B = (3, 1/3, 1).
Z
2
a · dr = ϕ(B) − ϕ(A) = .
3
C

9.2 Surface integrals

The surface integrals of vector functions a(r) over a smooth surface S, defined by r(u, v)
with orientation given by the normal n̂, is:
Z Z umax
Z Zvmax  
∂r ∂r
a(r) · dS = a(r) · n̂dS = a(r(u.v)) · × du dv.
∂u ∂v
S S umin vmin
9.2. SURFACE INTEGRALS 59

R
Example 4 Evaluate the integral S
a · dS where a = x i and S is the surface of
the hemisphere x2 + y 2 + z 2 = a2 with z ≥ 0 and a constant. Use spherical polar
coordinates to parametrise the surface (see further down in the notes.)
r(θ, ϕ) = a sin θ cos ϕ i + a sin θ sin ϕ j + a cos θ k and

∂r ∂r
= a cos θ cos ϕ i + a cos θ sin ϕ j − a sin θ k, = −a sin θ sin ϕ i + a sin θ cos ϕ j.
∂θ ∂θ
Hence
 
∂r ∂r
dS = × dθdϕ = a sin θr dθdϕ a(r(θ, ϕ)) = a sin θ cos ϕ i,
∂θ ∂ϕ

and a · dS = a3 sin3 θ cos2 ϕ dθdϕ. It follows that

Z Z2π Zπ/2
2
a · dS = a2 dϕ cos2 ϕ dθ sin3 θ = a3 π.
3
S 0 0

ˆ Observation.

i) The integral depends on the orientation of the surface S since the sign of dS
depends on the orientation of S.
ii) If the surface is closed, by convention, the vector n is pointed outwards the
volume enclosed.
iii) In order to parametrise the surface is often useful to use alternative coordinates
systems. For instance:
a) Cylindrical polar coordinates:

 x = ρ cos ϕ
y = ρ sin ϕ , ρ ≥ 0, 0 ≤ ϕ < 2π, −∞ < z < ∞
z=z

60 CHAPTER 9. INTEGRALS

Figure 9.1: Cylindrical polar coordinates.

b) Spherical polar coordinates:


 x = r sin θ cos ϕ
y = r sin θ sin ϕ , r ≥ 0, 0 ≤ ϕ < 2π, 0≤θ≤π
z = r cos θ


Figure 9.2: Spherical polar coordinates.

iv) Other kinds of integrals are possible. For instance:

Z Z Z Z
ϕ dS, a × dS, ϕ dS, a dS.
S S S S

R
Example 5 Evaluate the integral S
dS where S is the surface of the hemisphere
x2 + y 2 + z 2 = a2 with z ≥ 0 and a constant.
R R 2π R π/2
dS = |dS| = a2 sin θ dθdϕ → S
dS = 0
dϕ 0 dθ a2 sin θ = 2πa2 .
9.3. VOLUME INTEGRALS 61

9.3 Volume integrals

Volume integrals of a function ϕ(r) (or a(r)) over a volume V described by r(u, v, w) is:
Z umax Z
vmax
Z Zwmax   
 ∂r ∂r ∂r 
ϕ(r) dV = ϕ(r(u, v, w)) 
 · × dudvdw.
∂u ∂v ∂w 
V umin vmin wmin

Observation

ˆ dV The order to parametrisation does not matter.

ˆ Given a parametrisation r(u, v, w)

   
∂r ∂r ∂r  ∂(x, y, z) 
dV = · × dudvdw = 
  dudvdw,
∂u ∂v ∂w ∂(u, v, w) 

where the last expression highlights the 3-dimensional Jacobian.

i) For cylindrical polar coordinates: dV = ρ dρdϕdz.

ii) For spherical polar coordinates: dV = r2 sin θ drdθdϕ.

9.4 Theorems on integrals

ˆ Divergence theorem (Gauss’ theorem):
ZZZ ZZ
(∇ · a) dV = a · dS,
V S

where V is a bounded volume with boundary ∂V = S and S is a closed surface n̂(dS)

with normal pointing outwards.

Example 6 Use the divergence theorem to show that the Gauss’s law of elec-
trostatic for a point-like charge q is equivalent to the Maxwell’s equation
∇ · E = ρ/ϵ0 .
Consider the point-like charge at the origin. Then
ZZZ
qr
E= , with q = ρ dV,
4πϵ0 r3
V

where ρ is the charge density. On the other hand, Gauss’ law states:
RR
S
= E · dS = q/ϵ0 .
62 CHAPTER 9. INTEGRALS

It follows, by using the divergence theorem, that

ZZ ZZZ ZZZ
1
E · dS = (∇ · E) dV = ρ dV.
ϵ0
S V V

Hence the initial statement is proved.

Example 7 Take V to be the solid hemisphere x2 + y 2 + z 2 ≤ a2 with z ≥ 0

and a constant and a the vector function a = (z + a) k. Verify the divergence
theorem.
ZZZ ZZ ZZ
(∇ · a) dV = a · dS1 + a · dS2 .
V S1 S2

For the integral on the left hand side:

ZZZ
2
∇·a=1 → (∇ · a) dV = πa3 .
3
V

For the integrals on the right hand side use spherical polar coordinates.
From Example 4 we know that dS1 = a sin θ r dθdϕ. Also

a(r1 (θ, ϕ)) = (a cos θ + a) k, a · dS1 = a3 (cos θ + 1) sin θ cos θ dθdϕ,

hence
ZZ Zπ/2
5
a · dS1 = a3 2π (cos2 θ + sin θ cos θ) dθ = πa3 .
3
S1 0

For the second integral on the right hand side a suitable parametrisation is
r2 (ϕ) = r cos ϕ i + r sin ϕ j. Hence
  ZZ Za
∂r ∂r
dS1 = × drdϕ = −r k drdϕ → a·dS2 = −a2π r dr = −πa3 .
∂ϕ ∂r
S2 0

It follows that the divergence theorem reads: 2/3 πa3 = 5/3πa3 − πa3 .
9.4. THEOREMS ON INTEGRALS 63

Figure 9.3: Example 7.

Example 8 Derive Gauss’s law for a general surface S. Then use the divergence
theorem to show that  
21
∇ = −4πδ(r),
r
where δ(r) is the 3-dimensional delta function
ZZZ 
f (r) a ∈ V
f (r)δ(r − a) dV = .
0 otherwise
V

Consider a point-like charge at the origin. Hence, applying the divergence

theorem
ZZ ZZ ZZZ
q r q r
E · dS = · dS = ∇ · dV = 0 if r ̸= 0.
4πϵ0 r3 4πϵ0 r3
S S V

In fact, ∇ · (r/r3 ) = 0 for r ̸= 0, i.e. if the origin is not inside the surface S.
Then consider the volume between the surface S and a small sphere around
the origin S ′ . Because of the divergence theorem
ZZ ZZ
r r
· dS − · dS′ = 0.
r3 r3
S S′

We can calculate easily the second integral, since dS′ = r2 r̂ sin θdθdϕ, hence
ZZ Zπ
r
· dS′ = 2π sin θdθ = 4π.
r3
S′ 0
64 CHAPTER 9. INTEGRALS

It follows that
ZZ ZZ
q r q q
E · dS = 3
· dS = 4π = .
4πϵ0 r 4πϵ0 ϵ0
S S

Since ZZ 
r 4π r = 0
· dS = ,
r3 0 r= ̸ 0
S

we can write
ZZZ r ZZZ   ZZZ
2 1
∇ · 3 dV = − ∇ dV = 4πδ(r) dV.
r r
V V V

The final result follows.

ˆ Green’ s theorem in a plane:

I ZZ  
∂Q ∂P
(P dx + Qdy) = − dxdy,
∂x ∂y
C R

where P (x, y) and Q(x, y) are two functions whose derivatives are continuous and
single-valued inside and on a boundary of a simple connected region R in the xy-
plane and C = ∂R is a closed, anticlockwise oriented curve.

Figure 9.4: Green Theorem.

Green’s theorem is also called the divergence theorem in two dimensions. In fact,
consider such a theorem in Cartesian coordinates for a vector function a. Then in
9.4. THEOREMS ON INTEGRALS 65

two dimensions it reads

ZZZ ZZ   I I
∂ax ∂ay
∇·a= + dxdy = (a · n̂)dS = (ax dy − ay dx),
∂x ∂y
V R ∂V C

since n = n̂ dS = dy î − dx ĵ. Setting ax = Q and ay = −P Green’s theorem is

recovered.

Example 9 Use the Green’s theorem to calculate the integral

I
I= (y − sin x) dx + cos x dy,
C

where C is the boundary of the triangle with vertices (0, 0), (1, 0), (1, 2).
Set F = (P, Q) = (y − sin x, cos x), then
ZZ   ZZ
∂Q ∂P
I= − dxdy = − (sin x + 1) dx dy,
∂x ∂y
R R

where R is the region inside the triangle. Then

Z1 Z2x Z1
I=− dx dy (sin x + 1) = − dx (sin x + 1) 2x = 2 cos(1) − 2 sin(1) − 1.
0 0 0

Observation

i) Note that Green’s theorem holds in multiply connected regions as well. In this
case the integrals must be calculated over all boundaries of the regions suitably
oriented (positive oriented).
ii) Green’s theorem can be used to evaluate the area A of a region R. In fact, set
F = (P, Q), then choose P and Q such that
 
∂Q ∂P
− = 1,
∂x ∂y

that is F = (−y/2, x/2) or F = (0, x) or F = (−y, 0). Then Green’s theorem

implies I I I
1
A= (xdy − ydx) = xdy = − ydx,
2
C C C

respectively, where C = ∂R.

66 CHAPTER 9. INTEGRALS

iii) It can be shown that

∂Q ∂P
=
∂x ∂y

is a necessary and sufficient condition for the field F = (P, Q) to be conservative.

In this case Green’s theorem implies

I I
(P dx + Qdy) = F · dr = 0.
C

Example 10 Calculate the area of the ellipse {x = a cos ϕ, y = b sin ϕ}.

Using the formula Z

1
A= (xdy − ydx),
2
C

the area of the ellipse is:

Z2π Z2π
1 ab
A= (ba cos ϕ cos ϕ + ab sin ϕ sin ϕ) dϕ = dϕ = πab.
2 2
0 0

ˆ Stokes’ theorem:
ZZ Z
(∇ × a) · dS = a · dr,
S C

where S is a bounded smooth surface with boundary ∂S = C and S is a piecewise

smooth curve. C and S must have compatible orientation.

Compatible orientation: Imagine you are walking on the surface (side with the
normal pointing out). If you walk near the edge of the surface in the direction
corresponding to the orientation of C, then the surface must be to your left.
9.4. THEOREMS ON INTEGRALS 67

Example 11 Take a = xz j and S be the section of the cone x2 + y 2 = z 2 , with

a ≤ z ≤ b, b > a > 0. Verify Stokes’ theorem. Hint: Use cylindrical polar
coordinates.
ZZ Z Z
(∇ × a) · dS = a · dra + a · drb
S Ca Cb

On the left hand side:

A suitable parametrisation is: r(ρ, ϕ) = ρ cos ϕ i + ρ sin ϕ j + ρ k, hence
 
∂r ∂r
dS = × dρdϕ = ρ(− cos ϕ i − sin ϕ j + k) dρdϕ.
∂ρ ∂ϕ

The field evaluated on the surface is: ∇ × a = ρ (− cos ϕ i + k). It follows

that
ZZ Z2π Zb
(∇ × a) · dS = dϕ (ρ2 cos2 ϕ + ρ2 ) dρ = π(b3 − a3 ).
S 0 a

Figure 9.5: Example 11.

68 CHAPTER 9. INTEGRALS

On the right hand side:

A suitable parametrisation for the circle with radius b is:

r(ϕ) = b cos ϕ i + b sin ϕ j + b k, r′ (ϕ) = −b sin ϕ i + b cos ϕ j, a = b2 cos ϕ j,

then Z Z 2π
3
a · drb = b cos2 ϕ dϕ = b3 π.
0
Cb

The circle with radius a has a clockwise parametrisation, hence

Z Z 2π
3
a · dra = −a cos2 ϕ dϕ = −a3 π.
0
Ca

It follows that the Stokes’ theorem reads π(b3 − a3 ) = −π a3 + π b3 .

Chapter 10

Change of variables: orthogonal curvi-

linear coordinates

Given the position vector r expressed in cartesian coordinates x, y, z we can use a change
of variable to express this vector in terms of a new set of coordinates u, v, w
r(u, v, w) = x(u, v, w) i + y(u, v, w) j + z(u, v, w) k,
where x, y, z are continuous and differentiable functions.
The line element is:
∂r ∂r ∂r
dr = du + dv + dw.
∂u ∂v ∂w
where the vectors ∂r/∂u, ∂r/∂v, ∂r/∂w are linearly independent. If these vectors are
orthogonal, then the coordinates u, v, w are said to be orthogonal curvilinear coordi-
nates.
Properties

ˆ New basis:
∂r ∂r ∂r
= hu êu , = hv êv , = hw êw ,
∂u ∂v ∂w
where hu , hv hw positive and called scale factors. In an orthogonal curvilinear coor-
dinate system these vectors are orthogonal and êu , êv , êw form an orthonormal basis
of the three dimensional vector space R3 .
ˆ Line element:
dr = hu êu du + hv êv dv + hw êw dw.
The scale factors determine the changes in length along each orthogonal direction
resulting from changes in u, v, w.
ˆ Arc length:
ds2 = dr · dr = h2u (du)2 + h2v (dv)2 + h2w (dw)2

69
70CHAPTER 10. CHANGE OF VARIABLES: ORTHOGONAL CURVILINEAR COORDINATES

ˆ Vector area element (surface of constant w, parametrised by u and v):

 
∂r ∂r
dS = × du dv = hu hv dudv.
∂u ∂v

ˆ Volume element:
  
 ∂r ∂r ∂r 
dV =  · ×  du dv dw = hu hv hw dudvdw.
∂u ∂v ∂w 

ˆ Note that vector algebra is the same in orthogonal curvilinear coordinates as in

cartesian coordinates.

Example 1 Derive the the scale factors, basis vector and volume elements for

1) Cartesian coordinates.

r(x, y, z) = x i + y j + z k, hence

∂r ∂r ∂r
= i, = j, =k → hx = hy = hz = 1, êx = i, êy = j, êz = k,
∂x ∂y ∂z
and dV = dxdydz.

2) Cylindrical polar coordinates.

r(ρ, ϕ, z) = ρ cos ϕ i + ρ sin ϕ j + z k, hence

∂r ∂r ∂r
= cos ϕ i + sin ϕ j, = −ρ sin ϕ i + ρ cos ϕ j, = k, →
∂ρ ∂ϕ ∂z
hρ = 1, hϕ = ρ, hz = 1, êρ = cos ϕ i+sin ϕ j, êϕ = − sin ϕ i+cos ϕ j, êz = k
and dV = ρ dρdϕdz.

Gradient, divergence and curl in orthogonal curvilinear coordinates.

Consider a scalar function f (u, v, w). Then

∂f ∂f ∂f
df = du + dv + dw = ∇f · dr.
∂u ∂v ∂w
In cartesian coordinates this becomes
 
∂ ∂ ∂
∇f · dr = i +j +k · (i dx + j dy + k dz) .
∂x ∂y ∂z
 71

On the other hand, in general curvilinear coordinates it is:

∇f · dr = ∇f · (hu eu du + hv ev dv + hw ew dw) ,

which implies
êu ∂f êv ∂f êw ∂f
∇f = + + .
hu ∂u hv ∂v hw ∂w
This is the gradient of the function f in general curvilinear coordinates. It follows that
the del operator is:
êu ∂ êv ∂ êw ∂
∇= + + .
hu ∂u hv ∂v hw ∂w
Without derivation, we also have
ˆ Divergence:
 
1 ∂ ∂ ∂
∇·a= (hv hw au ) + (hw hu av ) + (hu hv aw ) ,
hu hv hw ∂u ∂v ∂w
where a = au êu + av êv + aw êw .

ˆ Curl:  
 hu êu hv êv hw êw 
1  ∂ ∂ ∂

∇×a=  
hu hv hw  ∂u ∂v ∂w 
hu au hv av hw aw . 

ˆ Laplacian:
      
2 1 ∂ hv hw ∂ϕ ∂ hw hu ∂ϕ ∂ hu hv ∂ϕ
∇ ϕ= + + .
hu hv hw ∂u hu ∂u ∂v hv ∂v ∂w hw ∂w

Example 2 Find the position vector r in cylindrical polar coordinates and verify that
∇ · r = 3.
From Example 1, we have the unit vectors for the cylindrical polar coordinates. By
inverting those relations we obtain:

i = cos ϕ êρ − sin ϕ êϕ , j = sin ϕ êρ + cos ϕ êϕ , k = êz .

Then

r = ρ cos ϕ(cos ϕ êρ − sin ϕ êϕ ) + ρ sin ϕ(sin ϕ êρ + cos ϕ êϕ ) + z êz = ρ êρ + z êz

and  
1 ∂ 2

∂
∇·r= ρ + (ρ z) = 3.
ρ ∂ρ ∂z
72CHAPTER 10. CHANGE OF VARIABLES: ORTHOGONAL CURVILINEAR COORDINATES

Example 3 A rigid body is rotating about a fixed axis with a constant angular velocity
ω. Take ω to lie along the z-axis. Use cylindrical polar coordinates to compute

1) v = ω × r.

The position vector has been found in Example 2. Then ω = ω êz . Then
 
 êρ êϕ êz 

v =  0 0 ω  = ωρ êϕ .
 ρ 0 z 

2) ∇ × v.  
 êρ ρ êϕ êz 
1 ∂ ∂
 ∂ 

∇ × v =  ∂ρ ∂ϕ ∂z  = 2ω êz = 2 ω.
ρ 2
0 ωρ 0 

Summary of common orthogonal curvilinear coordinates:

ˆ Cylindrical polar coordinates:
r(ρ, ϕ, z) = ρ cos ϕ i + ρ sin ϕ j + z k, ρ ≥ 0, 0 ≤ ϕ < 2π, −∞ < z < ∞
hρ = 1, êρ = cos ϕ i + sin ϕ j,
i) hϕ = ρ, êϕ = − sin ϕ i + cos ϕ j,
hz = 1, êz = k.

 êρ ρ dϕdz (ρ = const)
ii) dS = êϕ dρdz (ϕ = const)
êz ρ dρdϕ (z = const).


iii) dV = ρ dρdϕdz.
ˆ Spherical polar coordinates:
r(r, θ, ϕ) = r sin θ cos ϕ i+r sin θ sin ϕ j+r cos θ k, r ≥ 0, 0 ≤ ϕ < 2π, 0≤θ≤π
hr = 1, êr = sin θ cos ϕ i + sin θ sin ϕ j + cos θ k,
i) hθ = r, êθ = cos θ cos ϕ i + cos θ sin ϕ j − sin θ k,
hϕ = r sin θ, êϕ = − sin ϕ i + cos ϕ j.

 êr r2 sin θ dθdϕ (r = const)
ii) dS = êθ r sin θ drdϕ (θ = const)
êϕ r drdθ (ϕ = const).


iii) dV = r2 sin θ drdθdϕ.